An indicator written in Indie is executed after it is added to a candle chart. The symbol and time frame of the instrument of that chart is the main indicator instrument which is bound to the Main context of the indicator. It is possible to request additional instrument data in indicator. For that purpose there are @sec_context decorator and indie.SecContext class in combination with Context.calc_on() function.

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@sec_context() and Context.calc_on()

Decorator @sec_context is a syntactic sugar that can be applied to a function definition which is an equivalent of writing a class inherited from indie.SecContext (more about the mechanics how this works can be found here). The body of such a decorated function becomes an entry point for calculation when a data update is occurred on the corresponding additional instrument. Function call of Context.calc_on creates a connection between the Main context and the secondary one.

Here is an example of an indicator that requests one additional instrument:

# indie:lang_version = 5
from indie import indicator, MainContext, sec_context, param

@sec_context
def SecMain(self):
    return self.high[0], self.low[0]

@indicator('Minimal calc_on example', overlay_main_pane=True)
@param.time_frame('sec_time_frame', default='1D')
class Main(MainContext):
    def __init__(self, sec_time_frame):
        self._sec_high, self._sec_low = self.calc_on(SecMain, time_frame=sec_time_frame)

    def calc(self):
        return self._sec_high[0], self._sec_low[0]

NOTE: It is required that Context.calc_on function is called from __init__ constructor method of a main or secondary context.

If this indicator is added on a AAPL 15m chart it will draw two blue lines showing daily prices of the AAPL symbol. There are two instrument contexts in this indicator:

  • main context Main which is executed every time a data update on the main instrument AAPL 15m happens and
  • secondary context SecMain which is executed every time a data update on the secondary instrument AAPL 1D happens.

Function Context.calc_on has more parameters besides sec_context and time_frame. Here is its signature:

Context.calc_on(
    sec_context: typing.Type[indie.SecContext],
    exchange: indie.Optional[str] = None,
    ticker: indie.Optional[str] = None,
    time_frame: indie.Optional[indie.TimeFrame] = None,
    lookahead: bool = False
) -> indie.SeriesF | tuple[indie.SeriesF, ...]

If exchange, ticker and time_frame are not given, then the corresponding values are taken from the current instrument.